-74.9%
NKE vs SLB
+139.6%
-214.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -2.3% | -1.9% | -0.5% | -2.0% |
| 30D | -10.4% | +7.8% | -18.2% | -11.7% |
| 3M | -15.5% | +2.7% | -18.1% | -16.2% |
| 6M | -32.6% | +22.2% | -54.8% | -35.8% |
| YTD | -39.8% | +51.1% | -90.9% | -45.1% |
| 1Y | -47.6% | +63.3% | -110.9% | -53.0% |
| 3Y | -59.0% | +2.4% | -61.4% | -61.3% |
| 5Y | -74.9% | +139.3% | -214.3% | -78.6% |
| All | -74.9% | +139.6% | -214.5% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling